+375.1%
DDOG vs AA
+98.0%
+277.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.1% |
| 7D | -19.1% | +1.2% | -20.3% | -19.4% |
| 30D | -39.2% | -5.0% | -34.2% | -38.6% |
| 3M | -31.6% | -22.2% | -9.4% | -28.6% |
| 6M | -10.9% | -36.3% | +25.5% | -4.0% |
| YTD | +31.2% | -24.2% | +55.4% | +34.7% |
| 1Y | -10.7% | +3.9% | -14.5% | -14.2% |
| 3Y | +72.1% | +67.6% | +4.5% | +44.9% |
| 5Y | -5.5% | -8.8% | +3.3% | -11.1% |
| All | +375.1% | +98.0% | +277.1% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling